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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classtestGBMPricingEngines_1_1OptionsTestSuite.html#a5b3fcdeb8912ce62bdb56bcbae9438a4">plot_greeks</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classtestGBMPricingEngines_1_1OptionsTestSuite.html#a86c22ef8dfe3bbb1214413ec3d9a9102">plot_prices</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classtestGBMPricingEngines_1_1DigitalEuroCall.html#a9b0380264425a0dec1f1be5dffad0bbb">runTest</a></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classtestGBMPricingEngines_1_1OptionsTestSuite.html#a2494ad88222726b4dbcea29cbbad49aa">setUp</a></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><div class="fragment"><pre class="fragment">Numerical digital functions. </pre></div> 
<p>Definition at line <a class="el" href="testGBMPricingEngines_8py_source.html#l00391">391</a> of file <a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a>.</p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a5b3fcdeb8912ce62bdb56bcbae9438a4"></a><!-- doxytag: member="testGBMPricingEngines::DigitalEuroCall::plot_greeks" ref="a5b3fcdeb8912ce62bdb56bcbae9438a4" args="" -->
<div class="memitem">
<div class="memproto">
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        <tr>
          <td class="memname">def testGBMPricingEngines::OptionsTestSuite::plot_greeks </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>stock_range</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>greeks</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>style</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>call_type</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td><code> [inherited]</code></td>
        </tr>
      </table>
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<div class="memdoc">
<div class="fragment"><pre class="fragment">Method for greeks. </pre></div> 
<p>Definition at line <a class="el" href="testGBMPricingEngines_8py_source.html#l00143">143</a> of file <a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a>.</p>

<p>References <a class="el" href="testGBMPricingEngines_8py_source.html#l00123">testGBMPricingEngines::OptionsTestSuite::__init_plotter()</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_exp_time</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_exp_time</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_r</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_r</a>, <a class="el" href="AssembleStiffnesMassMatrices_8py_source.html#l00085">models::AssembleStiffnesMassMatrices::AssembleStiffnesMassMatrices::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_r</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_sigma</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_strike</a>, and <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_strike</a>.</p>

<p>Referenced by <a class="el" href="testGBMPricingEngines_8py_source.html#l00209">testGBMPricingEngines::PlainVanillaEuroCall::runTest()</a>.</p>

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</div>
<a class="anchor" id="a86c22ef8dfe3bbb1214413ec3d9a9102"></a><!-- doxytag: member="testGBMPricingEngines::DigitalEuroCall::plot_prices" ref="a86c22ef8dfe3bbb1214413ec3d9a9102" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def testGBMPricingEngines::OptionsTestSuite::plot_prices </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>stock_range</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>instru_value</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>style</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>call_type</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>va_di</em> = <code>'vanilla'</code>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td><code> [inherited]</code></td>
        </tr>
      </table>
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<div class="fragment"><pre class="fragment">Method for plotting price values. </pre></div> 
<p>Definition at line <a class="el" href="testGBMPricingEngines_8py_source.html#l00166">166</a> of file <a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a>.</p>

<p>References <a class="el" href="testGBMPricingEngines_8py_source.html#l00123">testGBMPricingEngines::OptionsTestSuite::__init_plotter()</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_exp_time</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_exp_time</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_keep_hist</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_r</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_r</a>, <a class="el" href="AssembleStiffnesMassMatrices_8py_source.html#l00085">models::AssembleStiffnesMassMatrices::AssembleStiffnesMassMatrices::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_r</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_sigma</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_strike</a>, and <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_strike</a>.</p>

<p>Referenced by <a class="el" href="testGBMPricingEngines_8py_source.html#l00240">testGBMPricingEngines::PlainVanillaEuroPut::runTest()</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00270">testGBMPricingEngines::PlainVanillaAmerPut::runTest()</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00297">testGBMPricingEngines::PlainVanillaAmerCall::runTest()</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00326">testGBMPricingEngines::BermudamCall::runTest()</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00359">testGBMPricingEngines::BermudamPut::runTest()</a>, and <a class="el" href="testGBMPricingEngines_8py_source.html#l00395">runTest()</a>.</p>

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<a class="anchor" id="a9b0380264425a0dec1f1be5dffad0bbb"></a><!-- doxytag: member="testGBMPricingEngines::DigitalEuroCall::runTest" ref="a9b0380264425a0dec1f1be5dffad0bbb" args="" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">def testGBMPricingEngines::DigitalEuroCall::runTest </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td></td>
        </tr>
      </table>
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<div class="memdoc">
<div class="fragment"><pre class="fragment">follow this steps to call the engine. </pre></div> 
<p>Definition at line <a class="el" href="testGBMPricingEngines_8py_source.html#l00395">395</a> of file <a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a>.</p>

<p>References <a class="el" href="AmericanTimeStepper_8py_source.html#l00051">solvers::AmericanTimeStepper::AmericanTimeStepper::_init_engine()</a>, <a class="el" href="FemToReal_8py_source.html#l00053">utils::FemToReal::FemToReal::_init_engine()</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00067">testCompareAccurancy::AccurancyTestSuite::_init_engine()</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00070">testGBMPricingEngines::OptionsTestSuite::_init_engine()</a>, <a class="el" href="DirichletTimeStepper_8py_source.html#l00085">solvers::DirichletTimeStepper::DirichletTimeStepper::_init_engine()</a>, <a class="el" href="HullWhiteTimeStepper_8py_source.html#l00099">solvers::HullWhiteTimeStepper::zeroSecondDerivativeTimeStepper::_init_engine()</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_error_tol</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_error_tol</a>, <a class="el" href="testPdeSolvers_8py_source.html#l00086">testPdeSolvers::PdeTestSuite::m_error_tol</a>, <a class="el" href="testPIdeSolver_8py_source.html#l00122">testPIdeSolver::PIDETestSuite::m_error_tol</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_exp_time</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_exp_time</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00209">testGBMPricingEngines::PlainVanillaEuroCall::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00326">testGBMPricingEngines::BermudamCall::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00359">testGBMPricingEngines::BermudamPut::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00395">m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_plot</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_r</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_r</a>, <a class="el" href="AssembleStiffnesMassMatrices_8py_source.html#l00085">models::AssembleStiffnesMassMatrices::AssembleStiffnesMassMatrices::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_r</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_sigma</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_sigma</a>, <a class="el" href="testPIdeSolver_8py_source.html#l00122">testPIdeSolver::PIDETestSuite::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_strike</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_strike</a>, and <a class="el" href="testGBMPricingEngines_8py_source.html#l00166">testGBMPricingEngines::OptionsTestSuite::plot_prices()</a>.</p>

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<a class="anchor" id="a2494ad88222726b4dbcea29cbbad49aa"></a><!-- doxytag: member="testGBMPricingEngines::DigitalEuroCall::setUp" ref="a2494ad88222726b4dbcea29cbbad49aa" args="" -->
<div class="memitem">
<div class="memproto">
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          <td class="memname">def testGBMPricingEngines::OptionsTestSuite::setUp </td>
          <td>(</td>
          <td class="paramtype">&#160;</td>
          <td class="paramname"><em>self</em></td><td>)</td>
          <td><code> [inherited]</code></td>
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<div class="fragment"><pre class="fragment">I don't know how to avoid this </pre></div> 
<p>Definition at line <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">48</a> of file <a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a>.</p>

<p>References <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_error_tol</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_error_tol</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_exp_time</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_exp_time</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_keep_hist</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_lagrange_p1</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_lagrange_p2</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_nsegs_p1</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_nsegs_p2</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_ntimestep_p1</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_plot</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_price_engine</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_q</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_q</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_r</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_r</a>, <a class="el" href="AssembleStiffnesMassMatrices_8py_source.html#l00085">models::AssembleStiffnesMassMatrices::AssembleStiffnesMassMatrices::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_r</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_sigma</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_sigma</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00100">testCompareAccurancy::PlainVanillaEuroCall::m_sigma</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_smax</a>, <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_smin</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_stock_price</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_strike</a>, and <a class="el" href="GBMSolverAdaptor_8py_source.html#l00070">models::GBMSolverAdaptor::GBMSolverAdaptor::m_strike</a>.</p>

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<hr/>The documentation for this class was generated from the following file:<ul>
<li><a class="el" href="testGBMPricingEngines_8py_source.html">testGBMPricingEngines.py</a></li>
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